Related papers: Stochastic Flows on Non-compact Manifolds
We study well-posedness and asymptotic dynamics of a coupled system consisting of linearized 3D Navier--Stokes equations in a bounded domain and a classical (nonlinear) full von Karman shallow shell equations that accounts for both…
Strongly nonlinear flows, which commonly arise in geophysical and engineering turbulence, are characterized by persistent and intermittent energy transfer between various spatial and temporal scales. These systems are difficult to model and…
In [5] the authors obtained Mean-Field backward stochastic differential equations (BSDE) associated with a Mean-field stochastic differential equation (SDE) in a natural way as limit of some highly dimensional system of forward and backward…
We deal with a class of semilinear parabolic PDEs on the space of continuous functions that arise, for example, as Kolmogorov equations associated to the infinite-dimensional lifting of path-dependent SDEs. We investigate existence of…
Finite difference/element/volume methods of discretising PDEs impose a subgrid scale interpolation on the dynamics. In contrast, the holistic discretisation approach developed herein constructs a natural subgrid scale field adapted to the…
In this paper, we study well-posedness of McKean-Vlasov stochastic differential equations (SDE) whose drift depends pointwisely on marginal density and satisfies a local integrability condition in time-space variables. The drift and noise…
Self-similar, spherically symmetric cosmological models with a perfect fluid and a scalar field with an exponential potential are investigated. New variables are defined which lead to a compact state space, and dynamical systems methods are…
We further elaborate on the solvability of stochastic partial differential equations (SPDEs). We shall discuss non-autonomous partial differential equations with an abstract realization of the stochastic integral on the right-hand side. Our…
We study some already introduced and some new strong and weak topologies of integral type to provide continuous dependence on continuous initial data for the solutions of non-autonomous Carath\'eodory delay differential equations. As a…
In this paper we utilize symmetries in order to exhibit exact solutions to Einstein's equation of a perfect fluid on a static manifold all of whose spatial factor belongs to the conformal class of a Riemannian space of constant curvature.
Inspired by the stochastic particle method, this paper establishes an easily implementable explicit numerical method for McKean-Vlasov stochastic differential equations (MV-SDEs) with superlinear growth coefficients. The paper establishes…
A new explicit stochastic scheme of order 1 is proposed for solving commutative stochastic differential equations (SDEs) with non-globally Lipschitz continuous coefficients. The proposed method is a semi-tamed version of Milstein scheme to…
In this paper, we study multi-species stochastic interacting particle systems and their mean-field McKean-Vlasov partial differential equations (PDEs) in non-convex landscapes. We discuss the well-posedness of the multi-species SDE system,…
We prove existence and pathwise uniqueness results for four different types of stochastic differential equations (SDEs) perturbed by the past maximum process and/or the local time at zero. Along the first three studies, the coefficients are…
Similarity solutions play an important role in many fields of science: we consider here similarity in stochastic dynamics. Important issues are not only the existence of stochastic similarity, but also whether a similarity solution is…
This paper investigates solvability of fully coupled systems of forward-backward stochastic differential equations (FBSDEs) with irregular coefficients. In particular, we assume that the coefficients of the FBSDEs are merely measurable and…
In this note we provide conditions for local invariance of finite dimensional submanifolds for solutions to stochastic partial differential equations (SPDEs) in the framework of the variational approach. For this purpose, we provide a…
In this paper, the existence and pathwise uniqueness of strong solutions for jump-type stochastic differential equations are investigated under non-Lipschitz conditions. A sufficient condition is obtained for ensuring the non-confluent…
We prove that under certain stability and smoothing properties of the semi-groups generated by the partial differential equations that we consider, manifolds left invariant by these flows persist under $C^1$ perturbation. In particular, we…
We investigate the blow-up dynamics of smooth solutions to the one-dimensional wave equation with a quadratic spatial derivative nonlinearity, motivated by its applications in Effective Field Theory (EFT) in cosmology. Despite its…